When I worked in staffing/career counseling back in the day, we worked with recruiters from many different companies, but I always loved the recruiter from the Dept. of Corrections. He used to attend job fairs and put in box out for people to sign-up to win a free weekend at any of the state facilities. He said it was a great conversation starter! Maybe you can use his line:

"The perks are tremendous! It will save me so much money on hotels because I can stay at any prison free of charge!" You can laugh as they try to puzzle.

One woman asked what else I did other than bartend since I only bartend on the weekends, so I told her that I am interviewing for a job as a corrections officer. The face she made all but screamed, "WHY ON EARTH WOULD YOU WANT TO DO THAT?!". Her husband, who I spoke to later, made a face as if I had offered him his most hated food.

What can I say to these people?

Nothing, because making faces =/= making conversation. Unless you want to make one back ... I suggest the Spock raised-eyebrow quizzical look.

one of my awesome neighbors is a prison guard. I have a hard time imagining at work because whenever I see him is he laid back and very sweet natured. I know he has to be tough to do his job and I'm inspired by his ability to not let his job get to him. Looking down on this profession is like looking down on the hard working guys that pick up the trash every week. They are some of the most important parts of society and I'm thankful there are people like my neighbor that can and will do these difficult and thankless jobs. I wish you luck!

I did promotional for an unpopular industry while in college. Perhaps not the most polite response, but whenever someone would turn their nose up/comment on my job, I had a ready response. "oh, yes, it is an unpopular job. Do you know of some one hiring that pays at least xx an hour and still allows me the freedom to make my classes my highest priority?" Usually once commenter understood I was doing the work I did because it paid VERY VERY VERY well for a college kid working less than 20 hours a week, they would bean dip on their own (er..what are you studying? etc.etc.) (or in a few cases led to some good 'networking' opportunities. I eventually landed a new, better job from this response.)